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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-0.45%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$11B
AUM Growth
+$1.4B
Cap. Flow
+$1.28B
Cap. Flow %
11.67%
Top 10 Hldgs %
43.09%
Holding
2,685
New
637
Increased
798
Reduced
570
Closed
662

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$34.2M
2
NEE.PRO
NextEra Energy, Inc. 4.872% Corporate Units
NEE.PRO
+$22.1M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$21.8M
4
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$18.9M
5
FTV.PRA
Fortive Corporation 5.00% Mandatory Convertible Preferred Stock, Series A
FTV.PRA
+$16.6M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$92.9M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$24.2M
3
SMH icon
VanEck Semiconductor ETF
SMH
+$11.6M
4
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$9.22M
5
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$6.49M

Sector Composition

Rank Sector Weight
1 Financials 0.51%
2 Consumer Discretionary 0.38%
3 Energy 0.33%
4 Technology 0.3%
5 Healthcare 0.25%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALL icon
801
Allstate
ALL
$67.6B
$1.17M 0.01%
10,776
+8,345
+343% +$871K
FNV icon
802
CALL
Franco-Nevada
FNV
$42.2B
$1.17M 0.01%
12,800
+1,800
+16% +$165K
SONY icon
803
CALL
Sony
SONY
$131B
$1.17M 0.01%
98,500
+78,000
+380% +$881K
MT icon
804
CALL
ArcelorMittal
MT
$56.7B
$1.16M 0.01%
81,600
+3,700
+5% +$56.8K
GWPH
805
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
$1.16M 0.01%
10,100
-1,800
-15% -$273K
RF icon
806
PUT
Regions Financial
RF
$27.3B
$1.16M 0.01%
73,400
-29,200
-28% -$441K
CP icon
807
PUT
Canadian Pacific Kansas City
CP
$79.7B
$1.16M 0.01%
26,000
+14,000
+117% +$659K
CACI icon
808
CALL
CACI
CACI
$11.6B
$1.16M 0.01%
+5,000
New +$1.08M
BEN icon
809
PUT
Franklin Resources
BEN
$18.2B
$1.15M 0.01%
+40,000
New +$1.22M
BFH icon
810
PUT
Bread Financial
BFH
$4.54B
$1.15M 0.01%
11,277
+8,520
+309% +$960K
GE icon
811
CALL
GE Aerospace
GE
$391B
$1.15M 0.01%
25,722
-4,494
-15% -$211K
CXO
812
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
$1.14M 0.01%
16,800
+9,200
+121% +$749K
ALLY icon
813
CALL
Ally Financial
ALLY
$13.7B
$1.14M 0.01%
+34,300
New +$1.11M
LBTYA icon
814
CALL
Liberty Global Class A
LBTYA
$3.72B
$1.13M 0.01%
+45,800
New +$1.22M
PAAS icon
815
CALL
Pan American Silver
PAAS
$18.9B
$1.13M 0.01%
72,000
-77,100
-52% -$1.25M
SIRI icon
816
SiriusXM
SIRI
$10.4B
$1.13M 0.01%
18,041
-3,156
-15% -$194K
ALXN
817
DELISTED
Alexion Pharmaceuticals
ALXN
$1.13M 0.01%
+11,513
New +$1.3M
WEC icon
818
WEC Energy
WEC
$35.6B
$1.13M 0.01%
11,851
-2,194
-16% -$198K
ALK icon
819
CALL
Alaska Air
ALK
$5.86B
$1.12M 0.01%
17,300
+8,500
+97% +$536K
SONY icon
820
Sony
SONY
$131B
$1.12M 0.01%
94,835
+46,915
+98% +$530K
PFE icon
821
Pfizer
PFE
$145B
$1.12M 0.01%
32,867
+24,231
+281% +$881K
SAP icon
822
PUT
SAP
SAP
$226B
$1.12M 0.01%
9,500
+6,900
+265% +$854K
SPOT icon
823
PUT
Spotify
SPOT
$98.3B
$1.12M 0.01%
9,800
+5,000
+104% +$706K
WY icon
824
CALL
Weyerhaeuser
WY
$18.6B
$1.11M 0.01%
40,200
-28,800
-42% -$751K
PGR icon
825
CALL
Progressive
PGR
$123B
$1.11M 0.01%
+14,400
New +$1.13M
31 32
33
34 35

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
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EI
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Two Sigma Securities's Q3 2019 Portfolio in Review

As of Q3 2019, Two Sigma Securities held 2,685 positions worth $11B, up 15% from $9.57B the previous quarter. Its ten largest holdings account for 43% of the portfolio.

Two Sigma Securities deployed $1.28B of net new capital in Q3 2019, opening 637 new positions and adding to 798 existing holdings. Its largest new stake was NextEra Energy, Inc. 4.872% Corporate Units: 450,000 shares worth $22.6M.

By sector, the portfolio is most concentrated in Financials at 0.51% of assets, up from 0.4% a quarter earlier, followed by Consumer Discretionary and Energy.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $92.9M trimmed.

  • Two Sigma Securities's largest Q3 2019 buy was NextEra Energy, Inc. 4.872% Corporate Units: 450,000 shares worth $22.6M.
  • Two Sigma Securities added most to iShares Russell 2000 ETF in Q3 2019, an estimated $34.2M increase.
  • Two Sigma Securities's biggest Q3 2019 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $92.9M.
  • Two Sigma Securities fully exited Invesco QQQ Trust in Q3 2019, selling an estimated $24.2M.
  • Two Sigma Securities's ten largest holdings make up 43% of its $11B portfolio in Q3 2019.
  • Two Sigma Securities opened 637 new positions and closed 662 in Q3 2019.
  • Two Sigma Securities's portfolio value rose 15% quarter-over-quarter to $11B.

Based on Two Sigma Securities's 13F filing for Q3 2019, filed 14 Nov 2019.